timeseries.entropyrate.lwo: Estimate the Entropy Rate of a Scalar Time Series Using a...

Description Usage Arguments

View source: R/er-functions.R

Description

timeseries.entropyrate.lwo estimates the specific entropy rate using a plug-in, leave-window-out estimator.

Usage

1
timeseries.entropyrate.lwo(x, pred.dens, half.window.length = 1)

Arguments

x

The scalar time series.

pred.dens

The npcdens-based predictive density used to estimate the specific entropy rate.

half.window.length

The half-length of the window about the present removed in estimating the specific entropy rate.


ddarmon/spenra documentation built on July 11, 2020, 4:41 a.m.